很失望,这个文章老早就看过了,几乎没有实战价值,不过是做理论上的探讨,可惜咱的论坛币了!想看的人搜这个题目就行了:Christian Y. Robert,Mathieu Rosenbaum(2011): A new approach for the dynamics of ultra-high-frequency data: the model with uncertainty zones[J]. Journal of Financial Econometrics, 2011, 9(2): 344-366.